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| Ripley B.D. — Stochastic Simulation |
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| Предметный указатель |
"Student" 5
"Student", t-distribution 5 8 55 87 92 94
Acceptance sampling see "Rejection sampling"
ACT Sirius 1 83 215
Akaike’s AIC Criterion 156
Alias method 72ff 232f
Antithetic variates 118 124 129ff 139f
APL 53 83
Apple II 18
Autoregressive spectral estimation 156f
Bartlett’s decomposition 99 117
BASIC 5 10 17 18 76 83 97
batching 145 150ff
Bays — Durham shuffle 42 51
BBC computer 5 10 27 76 83 97 215
BCPL 40
Beta distribution 60f 65 90 92f
Binomial distribution 75 78 92
BLOCKS 119 138
Bootstrap 4 174ff
Box — Muller algorithm 54 93
Brownian motion 107
Buffon’s needle 14 193ff 199
Cauchy distribution 8 60 66f 87 92 120
CDC 83 216
Chi-squared distribution 55
Chi-squared test 44 95
Cholesky decomposition 98
Closest pair 6
Collective 19
Combinatorial optimization 179 181
Combining generators 43
Common random numbers 119 138
Composition methods 63 102
Conditional Monte Carlo 136f
Conditioning 118 134ff
Confidence interval, bias-corrected percentile 177
Confidence interval, Monte-Carlo 176ff 198
Confidence interval, percentile 176
Congruential generator 17
Continuous distributions 81ff
Control variates 118 124ff
Correlation tests 24 45
Correlation, extremal 130
Corvus Concept 83 215 217
Coupon collector’s test 44
Cox process 111
Cryptography 16
Decimation 27
Deletion 143 146
Discrepancies 190
Discrete distributions 71ff 231ff
Discrete distributions, multivariate 100
Discrete-event simulation 105 169
Doubly stochastic Poisson process 111
Dynamic thinning 103
Eigenvalues 188f 199
Electronic noise 15
Envelope 61
Experimental design 137ff
Exponential distribution 55 59 63 67 69 87 230
Exponential spacings 97
F distribution 55 90 92
Factorial experiments 139
Fast Fourier Transform 109
Fermat’s Little Theorem 47
Fibonacci recursion 15 51
Forsythe rejection method 62 65 93
FORTRAN 46 78 97 100 217
Gamma distribution 88ff 92 95 231
Gaps test 43 51
Gaussian processes 105ff
Generalized feedback shift-register generators (GFSR) 28ff 227ff
Geometric distribution 77 92
Gibbs sampler 115
Gibbsian point process 112
GLIM3 40
Hazard function 102
Heterogeneous Poisson process 101
Hit-or-miss Monte Carlo 121
IBM computers 23 38 83
Image textures 116
Importance sampling 118 122f 139
Indexed search 72
Infinitely divisible distributions 91
Initial transient 143 146ff
Inverse gaussian distribution 94
Inversion method 59 71
Jacknife 158 160
k-distributed 19 29
Kolmogorov — Smirnov test 44f 92 95
Languages for simulation 10 105
Lattice 23 33ff 220
Lattice, polar 37
Lifetime distributions 102
Linear equations 186ff
Markov process 104
Markov random field 114
Median 7 8 98
Metropolis’ method 113
Middle-square method 15f 50
Minkowski’s theorem 36
MOD 12 217
Models 2
Monte-Carlo, confidence intervals 176ff 198
Monte-Carlo, integration 1 119 131
| Monte-Carlo, tests 4 171ff 198
Multivariate distributions 98
Multivariate distributions, discrete 100
NAG Library 38 46
Neave effect 55ff
Negative binomial distribution 78
Normal distribution 5 54 60 65 67 82ff 92 228ff
Normal distribution, contaminated 9
Order statistics 96ff
Pareto distribution 104
PDP—11 computer 23
Percentile confidence interval 176
Period 17
Period, full 20
Period, maximal 20
Permutation test 44 51
permutations 42 81
PERT analysis 134
PET computer 18
Physical methods 14f
Pincus’ method 180f 198
Point pattern 6 26 45
Point process 1 10ff
Poisson distribution 72 76 79 92
Poisson process 10 12 55 100f 107 111
Polar lattice 37
Polar method (for normals) 62
Power function 124 172
Pretesting 69
Prewhitening 157
Primality testing 170
Primitive root 21 219
Princeton Robustness Study 7 13 134
Pseudo-random 2 15
Quantiles 98 117
Quasi-Monte-Carlo integration 189ff
Quasi-random 15
Queueing systems 10
Queueing systems, control and antithetic variates 132ff
Queueing systems, with slow server 161ff
Random fields 113
Random numbers 14
Random search algorithms 179
Random sequences 19
Random start algorithm 180
RANDU 23 34 41
Ratio of uniforms method 65ff
Regenerative process 159
Regenerative simulation 12 143 157ff
Rejection sampling 60ff
Renewal process 100 110 140
Reporting simulation results 4
Reservoir sampling 80 94
Response surface designs 139 185
Reusing uniforms 93
Reversible Markov chain 113
Rotation sampling 141
Runs test 44 51
Sampling without replacement 80f
Searching tables 71
Seed 20 42
Seed, matrix 29
Seed, switching 140
Sequential tests 122
Shift-register generator 17 26
Shuffling 42
Simulated annealing 181ff
Simulation 1
Simulation, regenerative 12 143 157ff
Slow server example 161ff
sorting methods 98
Spectral density 110 144 155ff 168
Spectral test 37
Spin exchange method 116
Squeezing 67ff
Stable distributions 91 see "Normal
Standardized time series 146 153ff
Statistical experiment 2 4
Statistical inference 4 171ff
Steady-state simulation 142
Stochastic algorithms 170
Stochastic approximation 185
Stochastic differential equations 107
Stochastic optimization 183ff
Stratified sampling 118 122 131
Superposition 102
swindles 119
Switching methods 65
Sylvester’s problem 5
t-distribution see "Student"
Table method (Marsaglia — Norman — Cannon) 76f
Tausworthe generators 27ff
Terminating approach to simulation 142
Thinning method 101
Time series, methods 155ff
Time series, models 106
Time series, standardized 153f
tours 12 135 157
Turning band method 108
Variance reduction 4 7 9 118 197
VAX computer 6 38 97 163 216 217
Virtual measures 135
von Mises distribution 60f
Von Neumann’s method 63 87 92 230
Waiting-time paradox 161
Weibull distribution 60
Wishart distribution 99
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